Browsing All Posts published on »September, 2015«

Why multiply by SQRT(252) to compute the Sharpe Ratio?

September 2, 2015 by

1

This question comes up every time I teach Computational Investing.  Here’s my attempt to create the best, (final?) answer to this question. Advertisements

Brought to You By

Advertisements
Create a free website or blog at WordPress.com.